Anomalous Agreement: How to find the Ideal Number of Anomaly Classes in Correlated, Multivariate Time Series Data
This addresses a challenge in condition monitoring for systems where anomalies are rare and unlabeled, though it is incremental as it builds on existing clustering methods.
The paper tackles the problem of evaluating cluster quality to find the true number of anomaly classes in correlated multivariate time series data without ground truth, introducing the Synchronized Anomaly Agreement Index (SAAI) which improves accuracy by 0.23 over Silhouette Score and 0.32 over X-Means.
Detecting and classifying abnormal system states is critical for condition monitoring, but supervised methods often fall short due to the rarity of anomalies and the lack of labeled data. Therefore, clustering is often used to group similar abnormal behavior. However, evaluating cluster quality without ground truth is challenging, as existing measures such as the Silhouette Score (SSC) only evaluate the cohesion and separation of clusters and ignore possible prior knowledge about the data. To address this challenge, we introduce the Synchronized Anomaly Agreement Index (SAAI), which exploits the synchronicity of anomalies across multivariate time series to assess cluster quality. We demonstrate the effectiveness of SAAI by showing that maximizing SAAI improves accuracy on the task of finding the true number of anomaly classes K in correlated time series by 0.23 compared to SSC and by 0.32 compared to X-Means. We also show that clusters obtained by maximizing SAAI are easier to interpret compared to SSC.